-20.1%
NCEW vs VT
+37.4%
-57.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.7% | +0.4% | -11.2% | -10.8% |
| 30D | -4.2% | +1.0% | -5.2% | -4.3% |
| 3M | -10.8% | +2.4% | -13.1% | -10.8% |
| 6M | +95.0% | +12.0% | +83.0% | +89.2% |
| YTD | +177.1% | +15.3% | +161.8% | +166.6% |
| 1Y | +282.3% | +22.6% | +259.7% | +258.6% |
| All | -20.1% | +37.4% | -57.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling